Bayesian Ridge-Regularized Covariance Selection with Community Behavior in Latent Gaussian Graphical Models

DOI10.1007/978-3-319-12454-4_17zbMath1364.62266OpenAlexW239176553MaRDI QIDQ5266587

Lijun Peng, Luís Carvalho

Publication date: 16 June 2017

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-12454-4_17

zbMATH Keywords

random vectorinferencevariable selectionGaussian graphical modelsBayesian approachcentroid estimationspike-and-slab priormaximum a posteriori (MAP) estimationstochastic blockmodel (SBM)

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15)

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